Évközi jelentés (2005 június)

• Gerencsér László


• Michaletzky György


• Rásonyi Miklós


• Molnár-Sáska Gábor



Kapcsolódó cikkek

• [GL-1] GERENCSÉR, L.: A representation theorem for recursive estimators. SIAM Journal on Control and Optimization. 66 oldal. Megjelenik 2005-ben. ( pdf )


• [GL-2] GERENCSÉR, L. - MICHALETZKY, Gy. - VÁGÓ, Zs.: Risk-sensitive identification of linear stochastic systems. Mathematics of Control, Signals and Systems. 27 pages. To appear in 2005. ( pdf )


• [GL-3,MGY-1] MICHALETZKY, GY., GERENCSÉR, L.: BIBO stability of switching systems. IEEE Trans. on Automatic Control, 47 (11), pp:1895-1898, 2002. (1,222). ( pdf )


• [MGY-2] Gy. Michaletzky: Quasi-similarity of compressed shift operators, Acta Sci. Math., Szeged, 69(2003), 223—239 ( ps )


• [MGY-3] ANDREA GOMBANI - MICHALETZKY GY.: On the NEVANLINNA-PICK interpolation problem: analysis of the McMillan-degree. REPORT No. 30, 2002/2003, spring ISSN 1103-467X, ISRN IML-R--30-02/03--SE+spring, Institut MITTAG-LEFFLER, The Royal Swedish Academy of Sciences Publication ( ps )


• [RM-1] KABANOV, Yu. M. - RÁSONYI, M.- STRICKER, Ch.: No-arbitrage crietria for financial markets with efficient friction. Finance and Stochastics, vol. 6, pp. 371-382, 2002. ( pdf )


• [RM-2] RÁSONYI, M.: Equivalent martingale measures for large financial markets in discrete time. Mathematical Methods of Operations Research, vol. 58, pp. 401-415, 2003. (Impakt faktor:0.577) ( pdf )


• [RM-3] RÁSONYI, M.- STETTNER, L.: On utility maximization in discrete-time financial market models,.Annals of Applied Probability, vol. 15, pp. 1367-1395, 2005. (Impakt faktor: 0.991) ( pdf )


• [MSG-1] BOLLA, M. – MOLNÁR-SÁSKA, G.: Optimization problems for weighted graphs and related correlation estimates. Discrete Mathematics, vol. 282, no. 1-3, pp. 23-33., 2004. ( ps )


• [MSG-2] GERENCSÉR, L. – MOLNÁR-SÁSKA, G.: Change detection of Hidden Markov Models. In: Proceedings of the 43rd IEEE Conference on Decision and Control, Nassau, The Bahamas, December 14-17, WeA11.2, 2004. ( ps )


• [MSG-3] GERENCSÉR, L. - MOLNÁR-SÁSKA, G.: Estimation and Strong Approximation of Hidden Markov Models. In: Proceedings of Positive Systems: Theory and Applications, POSTA 2003, Rome, Lecture Notes in Control and Information Sciences, Springer, vol. 294., 313-320., 2003. ( ps )